Pages that link to "Item:Q1347098"

The following pages link to An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098):

Displayed 16 items.

• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) ‎ (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) ‎ (← links)
• Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) ‎ (← links)
• Spectral approach to parameter-free unit root testing (Q1659094) ‎ (← links)
• The finite-sample performance of robust unit root tests (Q1880326) ‎ (← links)
• Classical and Bayesian aspects of robust unit root inference (Q1899240) ‎ (← links)
• New tests for unit roots in autoregressive processes with possibly infinite variance errors (Q1962136) ‎ (← links)
• Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) ‎ (← links)
• The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) ‎ (← links)
• A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) ‎ (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) ‎ (← links)
• Asymptotic robustness of least median of squares for autoregressions with additive outliers (Q4269967) ‎ (← links)
• <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) ‎ (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) ‎ (← links)
• A model selection method for S‐estimation (Q5427671) ‎ (← links)
• An invariant sign test for random walks based on recursive median adjustment (Q5942682) ‎ (← links)